Add training workflow, datasets, and runbook

training_data/curated/text/fe4d5c196639a912fa301c47ebab3a13ef10e48ed57af691cbe0c26231001ee0.txt

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+650 
+ZYX 
+ABX 
+ZYX June 175P 
+ABX June 1 80P 
+Profit 
+165 
+168 
+10 
+12 
++$1,000 
+170 
+173 
+5 
+7 
++$1,000 
+Part V: Index Options and Futures 
+Price at Expiration 
+175 180 185 
+178 183 188 
+0 0 0 
+2 0 0 
++$1,000 0 0 
+This picture indicates that the position is neutral to bearish, since it makes 
+money even if the indices are unchanged. However, contrast this with the situation 
+in which the ZYX falls to a level 5 points below the ABX by expiration. 
+Price at Expiration 
+ZYX 165 170 175 180 185 
+ABX 170 175 180 185 190 
+ZYX June 175P 10 5 0 0 0 
+ABX June 1 80P 10 5 0 0 0 
+Profit 0 0 0 0 0 
+In this case, the spread has no potential for profit at all, even if the market col­
+lapses. Thus, even a bearish spread like this might not prove profitable if there is an 
+adverse movement in the relationship of the indices. 
+Finally, observe what happens if the ZYX rallies so strongly that it catches up to 
+the ABX. 
+Price at Expiration 
+ZYX 165 170 175 180 185 
+ABX 165 170 175 180 185 
+ZYX June 175P 10 5 0 0 0 
+ABX June 1 80P 15 10 5 0 0 
+Profit +$2,500 +$2,500 +$2,500 +$2,500 +$2,500 
+These tables can be called "sliding scale" tables, because what one is actually 
+doing is showing a different set of results by sliding the ABX scale over slightly each 
+time while keeping the ZYX scale fixed. Note that in the above two tables, the ZYX 
+results are unchanged, but the ABX has been slid over slightly to show a different 
+result. Tables like this are necessary for the strategist who is doing spreads in options 
+with different underlying indices or is trading inter-index spreads.